+1,664.3%
FLUT vs CAG
+93.4%
+1,571.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -6.5% | +4.6% | -11.0% | -6.7% |
| 30D | +2.8% | +14.7% | -11.9% | +2.1% |
| 3M | -13.5% | +2.4% | -15.8% | -13.6% |
| 6M | -19.0% | +10.7% | -29.7% | -19.4% |
| YTD | -61.9% | -5.5% | -56.4% | -61.9% |
| 1Y | -63.2% | -4.6% | -58.7% | -63.3% |
| 3Y | -46.0% | -34.4% | -11.6% | -45.5% |
| 5Y | -51.8% | -39.2% | -12.6% | -51.2% |
| 10Y | -26.1% | -39.0% | +12.9% | -25.2% |
| All | +1,664.3% | +93.4% | +1,571.0% | +1,547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling